Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.1: Derivative Payables

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1816.41 >4 Yr <= 5 Yr 265.52 <30 Days A-5-Q 197.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6412.36 >4 Yr <= 5 Yr 757.60 Open CB-1-Q 297.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15440.36 >4 Yr <= 5 Yr 1258.70 <30 Days CB-2-Q 2113.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15138.28 >4 Yr <= 5 Yr 1331.00 <30 Days S-1-Q 2448.33 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 473.63 >4 Yr <= 5 Yr 18.57 Open S-2-Q 71.97 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 207.54 >4 Yr <= 5 Yr 5.18 <30 Days S-3-Q 24.89 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3686.72 >4 Yr <= 5 Yr 289.95 Open S-4-Q 736.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7851.91 >4 Yr <= 5 Yr 197.27 91-180 Days CB-3-Q 1268.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10249.26 >4 Yr <= 5 Yr 125.41 Open G-1-Q 122.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10620.81 >4 Yr <= 5 Yr 1537.23 <30 Days G-2-Q 200.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13781.15 >4 Yr <= 5 Yr 1101.30 <30 Days G-3-Q 1978.29 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6306.69 >4 Yr <= 5 Yr 362.03 <30 Days S-5-Q 956.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15985.20 >4 Yr <= 5 Yr 2014.92 Open S-6-Q 1363.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6290.10 >4 Yr <= 5 Yr 300.73 <30 Days S-7-Q 797.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15349.22 >4 Yr <= 5 Yr 1303.78 <30 Days E-1-Q 43.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8875.82 >4 Yr <= 5 Yr 585.52 30-90 Days E-2-Q 1547.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10904.67 >4 Yr <= 5 Yr 69.63 <30 Days IG-1-Q 1291.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7748.99 >4 Yr <= 5 Yr 704.47 <30 Days IG-2-Q 1134.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11906.15 >4 Yr <= 5 Yr 1444.73 91-180 Days C-1 1495.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8891.26 >4 Yr <= 5 Yr 1111.60 30-90 Days CB-4 1063.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1490.42 >4 Yr <= 5 Yr 208.56 30-90 Days E-10 76.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5304.54 >4 Yr <= 5 Yr 34.44 91-180 Days E-3 270.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 377.12 >4 Yr <= 5 Yr 0.48 91-180 Days E-4 19.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6863.18 >4 Yr <= 5 Yr 710.58 91-180 Days E-5 1058.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1648.15 >4 Yr <= 5 Yr 76.31 Open E-6 235.79 Yes Liberty National Bank Legal